CME Pit-Traded Wheat Future September 2009


Trading Metrics calculated at close of trading on 24-Apr-2009
Day Change Summary
Previous Current
23-Apr-2009 24-Apr-2009 Change Change % Previous Week
Open 560-0 569-4 9-4 1.7% 549-4
High 569-6 570-0 0-2 0.0% 570-0
Low 560-0 567-0 7-0 1.3% 541-4
Close 567-6 570-4 2-6 0.5% 570-4
Range 9-6 3-0 -6-6 -69.2% 28-4
ATR 11-4 10-7 -0-5 -5.3% 0-0
Volume 1,889 3,393 1,504 79.6% 17,734
Daily Pivots for day following 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 578-1 577-3 572-1
R3 575-1 574-3 571-3
R2 572-1 572-1 571-0
R1 571-3 571-3 570-6 571-6
PP 569-1 569-1 569-1 569-3
S1 568-3 568-3 570-2 568-6
S2 566-1 566-1 570-0
S3 563-1 565-3 569-5
S4 560-1 562-3 568-7
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 646-1 636-7 586-1
R3 617-5 608-3 578-3
R2 589-1 589-1 575-6
R1 579-7 579-7 573-1 584-4
PP 560-5 560-5 560-5 563-0
S1 551-3 551-3 567-7 556-0
S2 532-1 532-1 565-2
S3 503-5 522-7 562-5
S4 475-1 494-3 554-7
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 570-0 541-4 28-4 5.0% 4-2 0.7% 102% True False 3,546
10 570-0 541-4 28-4 5.0% 3-4 0.6% 102% True False 3,850
20 600-4 540-0 60-4 10.6% 7-1 1.2% 50% False False 3,621
40 600-4 539-0 61-4 10.8% 5-7 1.0% 51% False False 2,714
60 625-6 539-0 86-6 15.2% 5-0 0.9% 36% False False 2,211
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 582-6
2.618 577-7
1.618 574-7
1.000 573-0
0.618 571-7
HIGH 570-0
0.618 568-7
0.500 568-4
0.382 568-1
LOW 567-0
0.618 565-1
1.000 564-0
1.618 562-1
2.618 559-1
4.250 554-2
Fisher Pivots for day following 24-Apr-2009
Pivot 1 day 3 day
R1 569-7 567-5
PP 569-1 564-7
S1 568-4 562-0

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These figures are updated between 7pm and 10pm EST after a trading day.

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